PALOMA PARTNERS MANAGEMENT CO

Filed: 11/14/2022ACC: 0001103882-22-000008

📋 What this filing means

PALOMA PARTNERS MANAGEMENT CO filed this quarterly 13F‑HR report disclosing 610 equity positions with a total reported market value of $2.20M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

610

Positions

$2.20M

Total AUM (reported)

302.53M

Total Shares

Allocation by class

CALL$786.2K35.7%

COM$259.9K11.8%

PUT$254.2K11.5%

UNIT SER 1$120.4K5.5%

RUSSELL 2000 ETF$106.9K4.9%

NOTE 1.250% 6/1$59.0K2.7%

MSCI EAFE ETF$45.7K2.1%

Portfolio Concentration

Top 3$756.9K34.4%

4–10$276.3K12.5%

11–25$249.6K11.3%

Rest$918.8K41.7%

Top 3 weight

34.4%

Top 10 weight

46.9%

Voting Authority Distribution

Total shares with voting rights: 302.53M

Sole

Full voting authority

194.86M

% of voting shares64.4%

Shared

Joint voting authority

107.67M

% of voting shares35.6%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole0

Shared0

Other610

Dominant voting typeSole · 64.4% of voting shares

Institutional Holdings610

Rows:

SPDR S&P 500 ETF TR

OTR

CALL

Shares1.48M

TypeSH

Market value$529.6K

24.05%

Sole

1.32M

Shared

160.40K

None

0.00

INVESCO QQQ TR

OTR

UNIT SER 1

Shares450.58K

TypeSH

Market value$120.4K

5.47%

Sole

359.23K

Shared

91.36K

None

0.00

ISHARES TR

OTR

RUSSELL 2000 ETF

Shares648.10K

TypeSH

Market value$106.9K

4.85%

Sole

604.75K

Shared

43.35K

None

0.00

BILIBILI INC

DFND

NOTE 1.250% 6/1

Shares63.08M

TypePRN

Market value$59.0K

2.68%

Sole

63.08M

Shared

0.00

None

0.00

ISHARES TR

OTR

PUT

Shares1.32M

TypeSH

Market value$45.9K

2.08%

Sole

0.00

Shared

1.32M

None

0.00

ISHARES TR

OTR

MSCI EAFE ETF

Shares815.93K

TypeSH

Market value$45.7K

2.08%

Sole

0.00

Shared

815.93K

None

0.00

SEA LTD

OTR

NOTE 0.250% 9/1

Shares50.15M

TypePRN

Market value$34.9K

1.59%

Sole

46.65M

Shared

3.50M

None

0.00

SELECT SECTOR SPDR TR

OTR

PUT

Shares227.80K

TypeSH

Market value$32.5K

1.47%

Sole

0.00

Shared

227.80K

None

0.00

SELECT SECTOR SPDR TR

OTR

TECHNOLOGY

Shares269.70K

TypeSH

Market value$32.0K

1.46%

Sole

0.00

Shared

269.70K

None

0.00

ZENDESK INC

OTR

NOTE 0.625% 6/1

Shares26.75M

TypePRN

Market value$26.4K

1.20%

Sole

23M

Shared

3.75M

None

0.00

ISHARES TR

OTR

IBOXX HI YD ETF

Shares362.90K

TypeSH

Market value$25.9K

1.18%

Sole

310K

Shared

52.90K

None

0.00

H WORLD GROUP LTD

DFND

NOTE 3.000% 5/0

Shares17.77M

TypePRN

Market value$19.8K

0.90%

Sole

17.77M

Shared

0.00

None

0.00

SPDR S&P 500 ETF TR

OTR

TR UNIT

Shares53.06K

TypeSH

Market value$19.0K

0.86%

Sole

20K

Shared

33.06K

None

0.00

SPDR SER TR

OTR

CALL

Shares430K

TypeSH

Market value$18.3K

0.83%

Sole

0.00

Shared

430K

None

0.00

LI AUTO INC

OTR

NOTE 0.250% 5/0

Shares17.18M

TypePRN

Market value$17.8K

0.81%

Sole

13.30M

Shared

3.88M

None

0.00

SELECT SECTOR SPDR TR

OTR

CALL

Shares814.20K

TypeSH

Market value$17.6K

0.80%

Sole

250K

Shared

564.20K

None

0.00

DISNEY WALT CO

OTR

CALL

Shares180.50K

TypeSH

Market value$17.0K

0.77%

Sole

0.00

Shared

180.50K

None

0.00

SELECT SECTOR SPDR TR

OTR

SBI MATERIALS

Shares248.88K

TypeSH

Market value$16.9K

0.77%

Sole

54.17K

Shared

194.71K

None

0.00

SELECT SECTOR SPDR TR

OTR

PUT

Shares210.50K

TypeSH

Market value$15.2K

0.69%

Sole

0.00

Shared

210.50K

None

0.00

SIMON PPTY GROUP INC NEW

OTR

COM

Shares163.05K

TypeSH

Market value$14.6K

0.66%

Sole

0.00

Shared

163.05K

None

0.00

ADVANCED MICRO DEVICES INC

OTR

COM

Shares229.76K

TypeSH

Market value$14.6K

0.66%

Sole

0.00

Shared

229.76K

None

0.00

IQIYI INC

OTR

NOTE 4.000%12/1

Shares20.89M

TypePRN

Market value$14.3K

0.65%

Sole

0.00

Shared

20.89M

None

0.00

ISHARES TR

OTR

CALL

Shares119K

TypeSH

Market value$13.9K

0.63%

Sole

0.00

Shared

119K

None

0.00

ISHARES TR

OTR

IBOXX INV CP ETF

Shares125K

TypeSH

Market value$12.8K

0.58%

Sole

0.00

Shared

125K

None

0.00

VERIZON COMMUNICATIONS INC

OTR

CALL

Shares317K

TypeSH

Market value$12.0K

0.55%

Sole

0.00

Shared

317K

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole	Shared
SPDR S&P 500 ETF TROTR	CALL	1.48M	SH	$529.6K 24.05%	1.32M	160.40K
INVESCO QQQ TROTR	UNIT SER 1	450.58K	SH	$120.4K 5.47%	359.23K	91.36K
ISHARES TROTR	RUSSELL 2000 ETF	648.10K	SH	$106.9K 4.85%	604.75K	43.35K
BILIBILI INCDFND	NOTE 1.250% 6/1	63.08M	PRN	$59.0K 2.68%	63.08M	0.00
ISHARES TROTR	PUT	1.32M	SH	$45.9K 2.08%	0.00	1.32M
ISHARES TROTR	MSCI EAFE ETF	815.93K	SH	$45.7K 2.08%	0.00	815.93K
SEA LTDOTR	NOTE 0.250% 9/1	50.15M	PRN	$34.9K 1.59%	46.65M	3.50M
SELECT SECTOR SPDR TROTR	PUT	227.80K	SH	$32.5K 1.47%	0.00	227.80K
SELECT SECTOR SPDR TROTR	TECHNOLOGY	269.70K	SH	$32.0K 1.46%	0.00	269.70K
ZENDESK INCOTR	NOTE 0.625% 6/1	26.75M	PRN	$26.4K 1.20%	23M	3.75M
ISHARES TROTR	IBOXX HI YD ETF	362.90K	SH	$25.9K 1.18%	310K	52.90K
H WORLD GROUP LTDDFND	NOTE 3.000% 5/0	17.77M	PRN	$19.8K 0.90%	17.77M	0.00
SPDR S&P 500 ETF TROTR	TR UNIT	53.06K	SH	$19.0K 0.86%	20K	33.06K
SPDR SER TROTR	CALL	430K	SH	$18.3K 0.83%	0.00	430K
LI AUTO INCOTR	NOTE 0.250% 5/0	17.18M	PRN	$17.8K 0.81%	13.30M	3.88M
SELECT SECTOR SPDR TROTR	CALL	814.20K	SH	$17.6K 0.80%	250K	564.20K
DISNEY WALT COOTR	CALL	180.50K	SH	$17.0K 0.77%	0.00	180.50K
SELECT SECTOR SPDR TROTR	SBI MATERIALS	248.88K	SH	$16.9K 0.77%	54.17K	194.71K
SELECT SECTOR SPDR TROTR	PUT	210.50K	SH	$15.2K 0.69%	0.00	210.50K
SIMON PPTY GROUP INC NEWOTR	COM	163.05K	SH	$14.6K 0.66%	0.00	163.05K
ADVANCED MICRO DEVICES INCOTR	COM	229.76K	SH	$14.6K 0.66%	0.00	229.76K
IQIYI INCOTR	NOTE 4.000%12/1	20.89M	PRN	$14.3K 0.65%	0.00	20.89M
ISHARES TROTR	CALL	119K	SH	$13.9K 0.63%	0.00	119K
ISHARES TROTR	IBOXX INV CP ETF	125K	SH	$12.8K 0.58%	0.00	125K
VERIZON COMMUNICATIONS INCOTR	CALL	317K	SH	$12.0K 0.55%	0.00	317K

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